OxMetrics

OxMetrics™ A family of of software packages providing an integrated solution for the econometric analysis of time series, forecasting, financial econometric modelling, or statistical analysis of cross-section and panel data. The core packages of the family are OxMetrics™, which provides the user interface, data handling, and graphics, and Ox Professional™, which provides the implementation language. The other elements of the family are interactive, easy-to-use and powerful tools that can help solve your specific modelling and forecasting needs.

This software is also referenced in ORMS.

Keywords for this software

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References in zbMATH (referenced in 10 articles )

Showing results 1 to 10 of 10.
Sorted by year (citations)

  1. Castle, Jennifer L.; Hendry, David F.: Clive W. J. Granger and cointegration (2017)
  2. Jonathan Holtkamp; Bernhard Brümmer: Stochastic Frontier Analysis Using SFAMB for Ox (2017)
  3. Møller, Niels Framroze; Sharp, Paul: Malthus in cointegration space: evidence of a post-Malthusian pre-industrial England (2014)
  4. Guerard, John B. jun.: Introduction to financial forecasting in investment analysis (2013)
  5. Grassetti, Luca: A note on transformed likelihood approach in linear dynamic panel models (2011)
  6. McElroy, Tucker; Trimbur, Thomas M.: On the discretization of continuous-time filters for nonstationary stock and flow time series (2011)
  7. Roy Mendelssohn: The STAMP Software for State Space Models (2011)
  8. Sheng, Hu; Chen, YangQuan: FARIMA with stable innovations model of Great Salt Lake elevation time series (2011)
  9. Yang, Manshu; Chow, Sy-Miin: Using state-space model with regime switching to represent the dynamics of facial electromyography (EMG) data (2010)
  10. Hendry, David F.; Nielsen, Bent: Econometric modeling. A likelihood approach. (2007)